+1,216.9%
VST vs A
+246.0%
+970.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | +8.9% | -1.9% | +10.8% | +9.7% |
| 30D | +6.2% | +6.9% | -0.7% | +3.4% |
| 3M | -2.7% | +9.2% | -12.0% | -6.2% |
| 6M | -8.4% | +25.7% | -34.0% | -17.1% |
| YTD | -7.2% | +11.5% | -18.7% | -12.0% |
| 1Y | -20.9% | +18.4% | -39.3% | -27.1% |
| 3Y | +384.0% | +26.6% | +357.4% | +325.9% |
| 5Y | +757.1% | -12.8% | +769.9% | +752.9% |
| All | +1,216.9% | +246.0% | +970.8% | +700.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling